Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 55,811 CHF | 56,811 CHF | 98.22% | 98.22% |
12/07/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 57,830 CHF | 58,830 CHF | 99.01% | 99.01% |
11/07/2024 | 1.82% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 54,493 CHF | 55,493 CHF | 97.38% | 97.38% |
10/07/2024 | 2.05% | 0.50 CHF | 0.51 CHF | 100,000 | 100,000 | 109,385 | 100,000 | 52,686 CHF | 49,233 CHF | 100.00% | 100.00% |
09/07/2024 | 2.30% | 0.42 CHF | 0.43 CHF | 120,000 | 100,000 | 120,282 | 100,000 | 51,736 CHF | 44,017 CHF | 99.33% | 99.33% |
08/07/2024 | 2.06% | 0.46 CHF | 0.47 CHF | 110,000 | 100,000 | 109,195 | 100,000 | 52,467 CHF | 49,063 CHF | 100.00% | 100.00% |
05/07/2024 | 1.94% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 101,470 | 100,000 | 51,660 CHF | 51,941 CHF | 98.98% | 98.98% |
04/07/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 50,561 CHF | 51,561 CHF | 99.50% | 99.50% |
03/07/2024 | 2.09% | 0.49 CHF | 0.50 CHF | 110,000 | 100,000 | 109,141 | 100,000 | 51,734 CHF | 48,454 CHF | 100.00% | 100.00% |
02/07/2024 | 2.31% | 0.44 CHF | 0.45 CHF | 120,000 | 100,000 | 120,591 | 100,000 | 51,731 CHF | 43,915 CHF | 98.44% | 98.44% |